A Robust Adaptive Stochastic Gradient Method for Deep Learning

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of learning rate and the amount of the noise in stochastic estimates of the gradients. In this paper, we propose an adaptive learning rate algorithm, which utilizes stochastic curvature information of the loss function for automatically tuning the learning rates. The information about the element-wise curvature of the loss function is estimated from the local statistics of the stochastic first order gradients. We further propose a new variance reduction technique to speed up the convergence. In our experiments with deep neural networks, we obtained better performance compared to the popular stochastic gradient algorithms.Comment: IJCNN 2017 Accepted Paper, An extension of our paper, "ADASECANT: Robust Adaptive Secant Method for Stochastic Gradient

Versatile stochastic dot product circuits based on nonvolatile memories for high performance neurocomputing and neurooptimization.

The key operation in stochastic neural networks, which have become the state-of-the-art approach for solving problems in machine learning, information theory, and statistics, is a stochastic dot-product. While there have been many demonstrations of dot-product circuits and, separately, of stochastic neurons, the efficient hardware implementation combining both functionalities is still missing. Here we report compact, fast, energy-efficient, and scalable stochastic dot-product circuits based on either passively integrated metal-oxide memristors or embedded floating-gate memories. The circuit's high performance is due to mixed-signal implementation, while the efficient stochastic operation is achieved by utilizing circuit's noise, intrinsic and/or extrinsic to the memory cell array. The dynamic scaling of weights, enabled by analog memory devices, allows for efficient realization of different annealing approaches to improve functionality. The proposed approach is experimentally verified for two representative applications, namely by implementing neural network for solving a four-node graph-partitioning problem, and a Boltzmann machine with 10-input and 8-hidden neurons

Training Neural Networks with Stochastic Hessian-Free Optimization

Hessian-free (HF) optimization has been successfully used for training deep autoencoders and recurrent networks. HF uses the conjugate gradient algorithm to construct update directions through curvature-vector products that can be computed on the same order of time as gradients. In this paper we exploit this property and study stochastic HF with gradient and curvature mini-batches independent of the dataset size. We modify Martens' HF for these settings and integrate dropout, a method for preventing co-adaptation of feature detectors, to guard against overfitting. Stochastic Hessian-free optimization gives an intermediary between SGD and HF that achieves competitive performance on both classification and deep autoencoder experiments.Comment: 11 pages, ICLR 201

DeepOBS: A Deep Learning Optimizer Benchmark Suite

Because the choice and tuning of the optimizer affects the speed, and ultimately the performance of deep learning, there is significant past and recent research in this area. Yet, perhaps surprisingly, there is no generally agreed-upon protocol for the quantitative and reproducible evaluation of optimization strategies for deep learning. We suggest routines and benchmarks for stochastic optimization, with special focus on the unique aspects of deep learning, such as stochasticity, tunability and generalization. As the primary contribution, we present DeepOBS, a Python package of deep learning optimization benchmarks. The package addresses key challenges in the quantitative assessment of stochastic optimizers, and automates most steps of benchmarking. The library includes a wide and extensible set of ready-to-use realistic optimization problems, such as training Residual Networks for image classification on ImageNet or character-level language prediction models, as well as popular classics like MNIST and CIFAR-10. The package also provides realistic baseline results for the most popular optimizers on these test problems, ensuring a fair comparison to the competition when benchmarking new optimizers, and without having to run costly experiments. It comes with output back-ends that directly produce LaTeX code for inclusion in academic publications. It supports TensorFlow and is available open source.Comment: Accepted at ICLR 2019. 9 pages, 3 figures, 2 table

Stochastic Optimization for Deep CCA via Nonlinear Orthogonal Iterations

Deep CCA is a recently proposed deep neural network extension to the traditional canonical correlation analysis (CCA), and has been successful for multi-view representation learning in several domains. However, stochastic optimization of the deep CCA objective is not straightforward, because it does not decouple over training examples. Previous optimizers for deep CCA are either batch-based algorithms or stochastic optimization using large minibatches, which can have high memory consumption. In this paper, we tackle the problem of stochastic optimization for deep CCA with small minibatches, based on an iterative solution to the CCA objective, and show that we can achieve as good performance as previous optimizers and thus alleviate the memory requirement.Comment: in 2015 Annual Allerton Conference on Communication, Control and Computin